Six days ago, a fire torched the home they lived in with their grandmother, 70-year-old Molli McClaran, and her husband, 72-year-old Leon "Bubba" McClaran, in Unionville, Tenn., about 40 miles southeast of Nasvhille.

While the cause of the fire is still unknown, investigators initially believed that all four family members were asleep when the flames engulfed the home.

Both the children and their grandparents were thought to have perished in the flames. But after cadaver-sniffing dogs combed through the debris, only physical evidence remained of the grandparents, not the children. Multiple fire experts were called in to try to find some trace of the missing bodies in the ash, and investigators used infrared cameras attached to helicopters to scour the scene, but nothing turned up.

"The fact that we don't have sufficient evidence from fire investigators right now to positively conclude that they died in this fire, makes us want to make sure that they are not somewhere else," said Tennessee Bureau of Investigation spokesperson Kristin Helm, adding that the alert has not been sent to other states.

"If we just had ashes, their little bodies, you know, but we don't have anything," said the children's aunt, Mary Lamb, Molli McClaran's sister.

According to Helm, the TBI has no direct evidence that the children, who were reportedly last seen near the home around 6:30 Sunday night, about three hours before the fire began, are victims of foul play.

Nor are there any persons of interest in the case, she said, adding that investigators are exploring all leads.

"Their mother has been spoken to, she does not have the children," Helm told ABC News. "There are other family members that we are looking to speak with today."

Between 2006 and 2010, The Tennessee Department of Children's Services investigated the children's mother and Daniel's father, The Associated Press reported. The department is sharing that information with investigators, said spokesman Brandon Gee.

Former FBI Agent Brad Garrett said that in these types of cases, if the children are kidnapped, it is usually by someone they know.

"In most of these situations, statistically, children this age, over 90 percent of the time, are taken by their own parents or a close relative," he said.